+551.0%
XRT vs WAT
+1,019.5%
-468.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.5% | +2.0% |
| 7D | +2.5% | +6.0% | -3.6% | +0.1% |
| 30D | +10.3% | +9.9% | +0.4% | +6.0% |
| 3M | +2.4% | +17.2% | -14.8% | -4.4% |
| 6M | +10.0% | +34.2% | -24.3% | -3.5% |
| YTD | +9.5% | +25.5% | -16.0% | -2.5% |
| 1Y | +17.2% | +28.3% | -11.1% | +3.3% |
| 3Y | +62.0% | +88.4% | -26.4% | +15.6% |
| 5Y | -2.1% | +36.1% | -38.2% | -21.0% |
| 10Y | +152.6% | +234.8% | -82.3% | +29.5% |
| All | +551.0% | +1,019.5% | -468.5% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling